Gerda Claeskens, Nils Lid Hjort

Model Selection and Model Averaging

• Gebundenes Buch

Produktbeschreibung

First book to synthesize the research and practice from the active field of model selection.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 332
• Erscheinungstermin: 14. Mai 2014
• Englisch
• Abmessung: 260mm x 183mm x 22mm
• Gewicht: 823g
• ISBN-13: 9780521852258
• ISBN-10: 0521852250
• Artikelnr.: 25043316

Autorenporträt

Gerda Claeskens is Professor in the OR and Business Statistics and Leuven Statistics Research Center at the Catholic University of Leuven, Belgium.

Inhaltsangabe

Preface
A guide to notation
1. Model selection: data examples and introduction
2. Akaike's information criterion
3. The Bayesian information criterion
4. A comparison of some selection methods
5. Bigger is not always better
6. The focussed information criterion
7. Frequentist and Bayesian model averaging
8. Lack-of-fit and goodness-of-fit tests
9. Model selection and averaging schemes in action
10. Further topics
Overview of data examples
Bibliography
Author index
Subject index.